Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1277520.8702 | 1303787.459 | -26266.5888 | 615914.1102 | 1528969.0551 | -913054.945 |
Total P&L (%) | 1277.5209 | 1303.7875 | -26.2666 | 615.9141 | 1528.9691 | -913.0549 |
Avg Daily Profit (%) | 0.6949 | 0.7092 | -0.0143 | 0.1071 | 0.1519 | 0 |
Buy And Hold Return (%) | 617.8969 | 617.8969 | 617.8969 | 617.8969 | 617.8969 | 617.8969 |
Max Trade Drawdown | -188067 | -124054 | -81018 | -2152584 | -1134464 | -1424274 |
Profit Factor | 2.2751 | 3.4897 | 0.9451 | 1.073 | 1.3636 | 0.7843 |
Total Trades | 169 | 85 | 84 | 169 | 85 | 84 |
Winning Trades | 84 | 40 | 44 | 84 | 40 | 44 |
Losing Trades | 85 | 45 | 40 | 85 | 45 | 40 |
Profitability (%) | 49.7041 | 47.0588 | 52.381 | 49.7041 | 47.0588 | 52.381 |
Ratio Avg Win / Avg Loss | 2.3022 | 3.9259 | 0.8592 | 1.0858 | 1.5341 | 0.713 |
Largest Winning Trade | 735335 | 735335 | 77708 | 888621 | 888621 | 539318 |
Largest Losing Trade | -46080 | -44665 | -46080 | -1064101 | -576899 | -1064101 |
Avg Bars in Trades | 64 | 59 | 69 | 64 | 59 | 69 |
Avg Bars in Winners | 70 | 66 | 74 | 70 | 66 | 74 |
Avg Bars in Losers | 59 | 53 | 65 | 59 | 53 | 65 |
Bars Traded | 10956 | 5080 | 5876 | 10956 | 5080 | 5876 |
Profit Streak | 21.9923 | 124.159 | 0 | 21.9923 | 124.159 | 0 |
Trades During Streak | 1 | 7 | 0 | 1 | 7 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 413268 | 465406 | -580798 | -354233 | 198097 | -580798 |
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# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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